Workshop on Monte
Carlo Methods
organised by
The local
organiser is Christiane
Teissedre
The workshop
is sponsored
by the Agence Nationale pour la Recherche (ANR, the French research
council) under the
research programme "Chaire
d'excellence Persi Diaconis".
Persi Diaconis (Stanford) |
Tobias Ryden (Lund) |
Susan Holmes (Stanford) |
Alexander Veretennikov (Leeds) |
Andreas Eberle (Bonn) |
Kasper Berthelsen (Lancaster) |
Eric Moulines (Paris) |
Akimichi Takemura (Tokyo) |
Omiros Papaspiliopoulos (Warwick) |
Christian Robert (Paris) |
Michael Pitt (Warwick) |
| Sunday
10th June (afternoon) |
||
| 12:00-14:00 Lunch (buffet outside the Laboratoire J.A. Dieudonné Mathématiques) | ||
| 14:00-14:50 | Andreas
Eberle
|
Convergence of sequential MCMC methods |
| 14:50-15:40 | Alexander
Veretennikov
|
Forgetting properties of the filter |
| 15:40-16:00 Coffee break | ||
| 16:00-16:50 | Eric Moulines |
On the auxiliary particle filter |
| 16:50-17:40 | Kshitij Kahare |
From Markov chains to Gaussian Priors and Back |
| Monday
11th
June (morning) |
|||
| 08:20-09:10 |
Persi
Diaconis
|
Bayesian Analysis of the Output of MCMC? |
|
| 9:10-10:00 |
Akimichi Takemura | Some characterization of clique trees and their application to statistical inference | |
| 10:00-10:20 Coffee break |
|||
| 10:20-11:10 |
Christian Robert | Adaptive Multiple Importance Sampling | |
| 11:10-12:00 |
Tobias
Ryden |
Non-standard acceptance functions and cooling schedules in simulated annealing | |
| Tuesday
12th
June (Morning) |
|||
| 08:20-09:10 |
Mike
Pitt
|
TBA |
|
| 09:10-10:00 | Omiros Papaspiliopoulos | Filtering in continuous time | |
| 10:00-10:20 Coffee break | |||
| 10:20-11:10 |
Kasper Berthelesen | Exact sampling and filtering | |
| 11:10-12:00 |
Susan Holmes | Bayesian Analysis of Distance Matrices |
